Here we show the suitability of nanoindentation to study in detail the micromechanical response of silica colloidal crystals (CCs). The sensitivity to displacements smaller than the submicrometer sphere size allows us to investigate the mechanical properties of individual grains and the intergrain contacts. We find that the mechanical response of the CCs is strongly dependent on the water content. The presence of water leads to a significant increase in the mechanical strength and stiffness of the CCs, while the absence of water results in a brittle behavior. The water-dependent mechanical properties are attributed to the changes in the intergrain contacts and the surface roughness of the grains. Our results demonstrate the importance of water in the mechanical behavior of silica CCs and highlight the potential of nanoindentation as a tool for studying the micromechanical properties of these materials.